Minutes a session spends near its own low, five household names
Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-10-05, from Why a Limit Order Didn't Fill: 5 Causes.
| ticker | minutes_within_a_penny | minutes_within_five_cents | minutes_in_session |
|---|---|---|---|
| KO | 1 | 1 | 390 |
| MSFT | 1 | 3 | 390 |
| SPY | 1 | 1 | 390 |
| AAPL | 1 | 1 | 390 |
| NVDA | 1 | 2 | 390 |
- Rows × columns
- 5 × 4
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
ticker |
text | 5 distinct values (AAPL, KO, MSFT…) | |
minutes_within_a_penny |
number | every row is 1 | |
minutes_within_five_cents |
number | 1 to 3 | |
minutes_in_session |
number | every row is 390 |
Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
WITH bars AS
(
SELECT
ticker,
toFloat64(low) AS low_px
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'SPY', 'KO')
AND window_start >= '2026-09-15 00:00:00'
AND window_start < '2026-09-16 00:00:00'
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) < 960
),
lows AS
(
SELECT
ticker,
min(low_px) AS session_low
FROM bars
GROUP BY ticker
)
SELECT
b.ticker AS ticker,
countIf(b.low_px <= l.session_low + 0.01) AS minutes_within_a_penny,
countIf(b.low_px <= l.session_low + 0.05) AS minutes_within_five_cents,
count() AS minutes_in_session
FROM bars AS b
INNER JOIN lows AS l ON l.ticker = b.ticker
GROUP BY b.ticker
ORDER BY minutes_within_a_penny
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